Integration Workshop 2011 Calculus/Analysis Problems 1 Calculus

1. f : O Rm is dierentiable and Df = 0 on O, an open subset of Rn . Is f necessarily a constant on O. What condition do we need to have on O so that f is constant? 2. Let f and f be continuous on [0, 1] [0, 1] and assume that p, q : [0, 1] [0, 1] are y dierentiable. Dene
q(y)

F (y) =
p(y)

f (x, y)dx,

y [0, 1]
x2 x1

Use the chain rule to nd F (y). Hint: Consider G(x1 , x2 , x3 ) =

f (t, x3 )dt.

3. Let f : Rn Rm Rp . We say f is bilinear if for x, x1 , x2 Rn , for y, y1 , y2 Rm and a R we have f (ax, y) = af (x, y) = f (x, ay) f (x1 + x2 , y) = f (x1 , y) + f (x2 , y) f (x, y1 + y2 ) = f (x, y1 ) + f (x, y2 ) Prove that if f is bilinear then f is dierentiable and express its derivative in terms of f . 4. Evaluate the derivatives of the following matrix functions: (a) inv : GL(n) GL(n) given by inv(M ) = M 1 . (b) The determinant function which maps GL(n) to R. 5. (a) Give an example of a function of two variables that is discontinuous at the origin, but whose partial derivatives at the origin exist. (b) Give an example of a function of two variables all of whose directional derivatives exist at the origin, but the function itself is not dierentiable at the origin. 6. Show that every point p on the sphere x2 + y 2 + z 2 = 1 has a (3 dimensional) neighborhood U such that there is a smooth, one to one mapping of an open neighborhood V of the origin in R3 such that the plane z = 0 maps to the surface of the sphere. 7. Show that the systems of equations 3x + y z + u2 = 0 x y + 2z + u = 0 2x + 2y 3z + 2u = 0

can be solved for x, y, u in terms of z; for x, z, u in terms of y; for y, z, u in terms of x; but not for x, y, z in terms of u. 8. Let f (x, y) = (x y)/(x + y)2 . Show that
1 0 0 1 1 1

f (x, y)dx dy = 1/2,

but
0 0

f (x, y)dy dx = 1/2

9. Let F denote the vector eld (x2 z 2 , 2xy, z) on R3 . Compute in two dierent ways the surface integral F n dA
T

where T denotes the surface of the tetrahedron bounded by x 0, y 0, z 0, x+y +z 1 and n denotes the outward normal to T . Use the two answers to verify the divergence theorem. 10. Compute in two dierent ways the line integral ydx xdy + z 2 dz
C

where C is the intersection of the paraboloid z = x2 + 4y 2 with the cylinder x2 + y 2 = 9, traversed counter-clockwise when viewed from the point (0, 0, 100). Use the two answers to verify Stokes theorem 11. Let U R3 be open, f a dierentiable function on U and F a dierentible vector eld on U . Dene the forms
1 F = F 1 dx + F 2 dy + F 3 dz 2 F = F 1 dy dz + F 2 dz dx + F 3 dx dy

(a) Show that df = 1 f ,

1 d F = 2 F 2 d F = ( F ) dx dy dz

(b) Use (a) to show how Greens theorem, the divergence theorem and the classical Stokes theorem are all special cases of the general Stokes theorem. (c) Use (a) to show that ( f) = 0 ( F) = 0

(d) Use (c) to show that if F is a vector eld on a convex open set U and F = 0, then there is a dierentiable function f on U such that F = f . Similarly, if F = 0 on U , show that there is a vector eld G on U with F = G.

Real Analysis

12. Assume that an > 0 and bn > 0 for n = 1, 2, . . ., and suppose that limn an /bn = 1. Then an converges if and only if bn converges. n=1 n=1 13. Test for convergence (p, q and r are xed real numbers.)

n e
n=1

k n n=1

(log n)

p n=1

p n

n p n=1

1 p nq n

n=1

pn

1 , qn

n=1

pn , nq (log n)r

n=1

(2n)!(3n)! , n!(4n)!

1 n
1 (1+ n )

n=1

14. Let an be a bounded real sequence. Let A be the set of all real numbers a such that there is a subsequence of an which converges to a. Prove that sup A = lim sup an
n

15. Let fn be uniformly continuous on S, f continuous on S and suppose fn converges uniformly to f . Does it follow that f is uniformly continuous? Either prove that it does or give a counter example. 16. Let f be a continuous real valued function on [0, ) such that limx f (x) exists (and is nite). Prove that f is uniformly continuous on [0, ). 17. Given a set S in a metric space, let S denote the set obtained by adding all the limit if there is a sequence xn S such that xn p. Show that points of S to S, i.e., p S S = S. 18. Show that Q[x], the set of all polynomials in one variable with rational coecients is countable. 19. (a) Give an example of a function f : [0; 1] R that is continuous at all the irrationals and discontinuous at all the rationals. (b) Show that the set of points of discontinuity of an arbitrary real valued function is always a F set and the set of points of continuity is always a G set. (c) [Optional.. hard..] There is no real valued function that is continuous on all the rationals but discontinuous on all the irrationals (Use Baire category theorem). 3

20. (a) Let f be a continuous function on [0, 1]. Show that the following limits exist and evaluate them:
1 n

lim

xn f (x) dx
0

1 n

lim n
0

xn f (x) dx

(b) Let g be a dierentiable function on [0, 1] such that g(1) = 0. Show that the following limit exists and evaluate:
1 n

lim n

2 0

xn g(x) dx

21. Give a counterexample to the following statement: A sequence of dierentiable functions fn converges uniformly to a dierentiable function f . This implies that the sequence of derivatives fn converges pointwise to f . 22. fn is a sequence of uniformly bounded non-negative Riemann integrable functions which are monotone non-decreasing on [0, 1], i.e n m and x [0, 1] implies that fn (x) fm (x), and 0 fn (x) K < for all n and x. (a) Show that the sequence fn converges pointwise to a bounded function f . 1 (b) Show that the sequence of real numbers sk = 0 fk (x) dx also converges to some number s. 1 (c) Is it true that f is Riemann integrable, and 0 f (x) dx = s? Prove or give a counterexample. 23. Let F be the set of continuous functions on S which have a continuous derivative on S. Dene a metric d on this set by d(f, g) = ||f g|| + ||f g || Is this a complete metric space?

Complex Analysis

24. Let f be analytic at c. Write f (c) = rei , z = x + iy and f (z) = u(x, y) + iv(x, y). We can think of f as a map (u(x, y), v(x, y)) from R2 R2 . The total derivative of this map at c is a 2 2 matrix. Find it in terms of r and . Express the directional derivatives of the map on R2 in terms of r and . 4

25. Dene

f (z) =
k=1

ak (z z0 )k

(a) If the radius of convergence of the above power series is r, then show that the radii of convergence for the series obtained by dierentiating and integrating the above series termwise is also r. (b) Show that the termwise dierentiated series converges uniformly on every disk of the form |z z0 | < r. Use this to show that f (z) is given by termwise dierentiating the above series, for any compact subset of the disk |z z0 | < r. 26. Suppose that is a piecewise smooth positively, counterclockwise oriented, simple closed curve. Use Greens Theorem to show that the value of the integral dz zp

equals 0 if p is outside and 2i if p is inside . 27. If f (z) is analytic on the closed disk B(z0 , r), show that there is a constant C such that the derivatives of f at z0 can be bounded by f (n) (z0 ) Cn! rn+1

28. Let f (z) be analytic at z0 . Prove that for suciently small , 1 2i f (z) f (n1) (c) dz = (z z0 )n (n 1)!

|zz0 |=

The contour is the circle centered at z0 with radius traversed in the counterclockwise direction. This is a standard theorem in complex analysis books. The exercise is to prove it directly from the statement of Cauchys theorem given in the notes. Hint: power series. 29. For each of the following functions f and z0 , determine if the function has a pole or essential singularity at z0 . In the case of a pole determine the order of the pole and the principal part. 1 (a) f (z) = z sin(z) , z0 = 0 (b) f (z) =
1 , (z 2 +1)2

z0 = i

(c) f (z) = exp(1/z), z0 = 0. (d) f (z) = tan2 (z), z0 = /2. 5

30. A Mbius transformation , or a fractional linear transformation, is a mapping of the o form w = f (z) = az + b cz + d

where a, b, c, d C. This can be extended to the Riemann sphere = C {} f () = a/c, f (d/c) =

(a) Show that the Mobius transformations form a group. (b) Show that the Mobius transformations map circles to circles on the Riemann sphere (Note: A straight line on C is considered a circle through on the Riemann sphere).

Dierential Equations

31. Derive a series representation for the fundamental matrix (t) of the linear system y = Ay using Picard iteration. 32. Solve y = Ay + g(t) with y(0) = (0, 0), and A= 0 1 1 0 , g(t) = 2et te2t

33. Let J0 be an n n matrix that has the value 1 for entries on the superdiagonal and 0 elsewhere. (a) Find exp(tJ0 ). (b) Verify that the identity matrix I and J0 commute. (c) Use this to nd exp(t(I + J0 )). (d) Describe the unique solution to the dierential equation y = Ay where A is a matrix in Jordan canonical form.